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Market Overview
RMBS
Pass-Through (Prime Jumbo)
Parent Companies
Athora Holding Ltd
Prinsen Mortgage Finance BV
No.1
Prinsen Mortgage Finance BV (PRIMF) No.1
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
PRIMF No.1 (EUR 355m)
Athora Holding Ltd
BNP
,
NAT
EMEA
Apr 14, 2022
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
D
GAM
539.700
9.66
-
-
PPP
QQQ
4.14%
-
Rsxhcrea
3yVp
-
-
55
3dLt+65
-
790.71700
L
MBK
5.200
2.75
-
-
YY+
UU
2.60%
-
Kbccefwo
3aFr
-
-
150
3pFs+150
-
229.00000
D
LNB
3.000
-
-
-
FP
SJ
-
-
-
-
-
-
-
-
-
Retained
C
VUK
1.900
6.93
-
-
Z+
E
7.00%
-
Tfejvird
3dVj
-
-
185
3bUr+185
-
119.00000
H5
MCZ
9.100
7.42
-
-
ZN
MD
2.00%
-
Rvxaklrc
3dAm
-
-
400
3dTa+400
-
Retained
Tranche Comments
D: First Pay: 2022-09-20; Registration: Kve G Zaxu; L: First Pay: 2022-09-20; Registration: Wab D Ltuq; C: First Pay: 2022-09-20; Registration: Epm Q Tgts; H5: First Pay: 2022-09-20; Registration: Hxv L Hblq; D: Registration: Yuu G Dzwu;
Originator(s)
Gzhzvehomx XA
Risk Retention
WU - Vni
Commentary
Upgrade Plan
Deal Flow
Upgrade Plan
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